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Course Descriptions Our innovative curriculum is made possible by the close collaboration of four colleges on campus that together have designed a course of study specifically tailored for the computational finance program: Advanced Derivative Modeling 46-915 This course treats models in which underlying asset prices jump and/or have stochastic volatility. There is a computational component, bas..

Rank Organization 2001 2002 2003 2004 2005 2006 Total 1 New York University (NYU) 18 15 18 19 15 12 111 2 Harvard University - Boston 14 21 13 12 16 15 101 3 Chicago, U. of 10 15 9 7 14 14 84 4 Pennsylvania, U. of (Wharton) 16 14 7 8 12 13 84 5 California, U. of - Los Angeles (UCLA) 14 8 7 15 12 7 70 6 Duke University 8 6 7 11 10 9 58 7 Massachusetts Inst. of Tech. (MIT) 6 10 7 6 5 9 54 8 London..